+40.4%
PL vs DD
+77.7%
-37.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.7% |
| 7D | +22.3% | +6.7% | +15.5% | +17.2% |
| 30D | -8.3% | +19.4% | -27.7% | -18.5% |
| 3M | -43.3% | +7.6% | -50.9% | -45.8% |
| 6M | -65.8% | +2.9% | -68.7% | -66.3% |
| YTD | -29.5% | +29.9% | -59.4% | -41.8% |
| 1Y | +11.7% | +28.6% | -16.9% | -7.0% |
| 3Y | +540.6% | +90.0% | +450.6% | +306.7% |
| 5Y | +32.9% | +68.1% | -35.3% | -12.2% |
| All | +40.4% | +77.7% | -37.3% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling